Summary
The STOXX Global Sharpe Ratio 100 index includes stocks from the STOXX Global 1800 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 100 companies with the highest one-year Sharpe ratios and weights them according to the inverse of their one-year volatility (subject to a 10% cap). To calculate the one-year Sharpe ratio, the
GC Pooling 12 months is used as risk-free asset.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXGSRL
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269119050
Last Value
236.87
+3.72 (+1.60%)
As of CET
Week to Week Change
2.55%
52 Week Change
36.97%
Year to Date Change
8.17%
Daily Low
233.15
Daily High
238.09
52 Week Low
172.87 — 8 May 2025
52 Week High
237.2 — 17 Apr 2026
Top 10 Components
| BOUYGUES | FR |
| MAPFRE | ES |
| STANDARD LIFE | GB |
| BAWAG GROUP AG | AT |
| VALLOUREC | FR |
| WH GROUP | HK |
| ING GRP | NL |
| SUBSEA7 | NO |
| EDP (PT) | PT |
| ABN AMRO BANK | NL |
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Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$859.59
-0.36
1Y Return
24.11%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€612.11
-0.03
1Y Return
12.42%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$566.68
+4.50
1Y Return
24.48%
1Y Volatility
0.12%
EURO STOXX 50® - EUR (Price Return)
€5893.12
-18.41
1Y Return
9.29%
1Y Volatility
0.15%
DAX - EUR (Gross Return)
€24279.3
-59.33
1Y Return
3.02%
1Y Volatility
0.16%